Anic Equity¶

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Total return since start: 0.569 %¶

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Equity now: -----------------------------> 47926.11 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46531.16 Kr¶

PnL: ---------------------------------------> -357.41 Kr¶

DD now: ---------------------------------> -1.447 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-23 14:16:32.683598'

Anic Portfolio¶

Today¶

Return: 0.028 %¶

This Week¶

Return: 0.028 %¶

Total¶

Return: 56.898 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 2.640000 3229.200000 258.200000 8.690000 2971.000006
HEBA B 70 2.670000 2828.000000 192.000000 7.280000 2636.000010
FM Mattsson Mora Group B 50 0.170000 2980.000000 53.000000 1.810000 2927.000000
Corem Property Group B 59 1.150000 620.680000 43.680000 7.570000 576.999999
AcadeMedia 12 1.010000 599.280000 42.280000 7.590000 557.000004
Samhällsbyggnadsbo. i Norden B 20 3.340000 393.300000 38.300000 10.790000 355.000000
MedCap 2 2.700000 457.000000 36.000000 8.550000 421.000000
HMS Networks 2 3.360000 707.800000 34.800000 5.170000 673.000000
Boozt 12 0.000000 1686.000000 32.000000 1.930000 1653.999996
Resurs Holding 22 -0.290000 599.280000 25.280000 4.400000 573.999998
OEM International B 7 1.150000 552.300000 24.300000 4.600000 527.999997
SAAB B 8 -1.140000 3400.800000 23.800000 0.700000 3377.000000
Eastnine 4 0.160000 509.600000 18.600000 3.790000 491.000000
Intrum 4 1.750000 545.400000 18.400000 3.490000 527.000000
Fastighetsbolag. Emilshus Pref 21 1.670000 576.450000 14.450000 2.570000 562.000005
Norva24 Group 16 -0.570000 556.800000 13.800000 2.540000 543.000000
Coor Service Management Hold. 8 1.720000 544.400000 12.400000 2.330000 532.000000
Securitas B 6 2.320000 577.080000 7.080000 1.240000 570.000000
Karnov Group 9 0.170000 541.800000 5.800000 1.080000 536.000004
CTEK 13 1.790000 539.500000 5.500000 1.030000 533.999999
Swedbank A 3 0.160000 568.200000 4.200000 0.740000 564.000000
Samhällsbyggnadsbo. i Norden D 12 2.390000 246.720000 0.720000 0.290000 246.000000
Creaspac SPAC 6 -0.210000 576.600000 -0.400000 -0.070000 577.000002
Handelsbanken A 5 0.280000 545.500000 -0.500000 -0.090000 546.000000
Nordea Bank Abp 29 -0.020000 3448.100000 -5.900000 -0.170000 3453.999992
Midsona B 63 2.590000 574.560000 -8.440000 -1.450000 582.999984
Essity B 2 -2.080000 565.400000 -8.600000 -1.500000 574.000000
Essity A 4 -1.740000 1130.000000 -19.000000 -1.650000 1149.000000
International Petroleum Corp. 5 3.740000 568.500000 -26.070000 -4.380000 594.565215
Sampo Oyj SDB 7 -0.640000 3818.500000 -31.500000 -0.820000 3850.000000
Vivesto 1368 -1.130000 550.210000 -62.790000 -10.240000 612.999432
Axfood 13 0.040000 3662.100000 -93.900000 -2.500000 3756.000001
OX2 18 -0.560000 1440.900000 -223.100000 -13.410000 1663.999992
Fasadgruppen Group 35 0.400000 3500.000000 -311.000000 -8.160000 3810.999990
Ovzon 52 0.360000 2891.200000 -470.800000 -14.000000 3361.999992
TOTAL 46531.160000 -357.410000 -1.44722% 46888.564618

Updated:¶

'2023-01-23 14:16:45.819229'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶